相关论文: Self-Interacting Diffusions : Symmetric Interactio…

We consider a countable system of interacting (possibly non-Markovian) stochastic differential equations driven by independent Brownian motions and indexed by the vertices of a locally finite graph $G = (V,E)$. The drift of the process at…

By using the spectrum of the underlying symmetric diffusion operator, the convergence in $L^p$-Wasserstein distance $\mathbb W_p (p\ge 1)$ is characterized for the empirical measure $\mu_t$ of non-symmetric subordinated diffusion processes…

We simulate a model of self-propelled disks with soft repulsive interactions confined to a box in two dimensions. For small rotational diffusion rates, monodisperse disks spontaneously accumulate at the walls. At low densities, interaction…

We consider a mean-field system of path-dependent stochastic interacting diffusions in random media over a finite time window. The interaction term is given as a function of the empirical measure and is allowed to be non-linear and path…

Inferring a diffusion equation from discretely-observed measurements is a statistical challenge of significant importance in a variety of fields, from single-molecule tracking in biophysical systems to modeling financial instruments.…

Electromagnetic wave scattering by many parallel to $z-$axis, thin, impedance, circular infinite cylinders is studied asymptotically as $a\to 0$. Let $D_m$ be the crossection of the $m-$th cylinder, $a$ be its radius, and…

We consider a collection of fully coupled weakly interacting diffusion processes moving in a two-scale environment. We study the moderate deviations principle of the empirical distribution of the particles' positions in the combined limit…

We construct self-similar functions and linear operators to deduce a self-similar variant of the Laplacian operator and of the D'Alembertian wave operator. The exigence of self-similarity as a symmetry property requires the introduction of…

A local approximation for dynamic polarizability leads to a nonlocal functional for the long-range dispersion interaction energy via an imaginary-frequency integral. We analyze several local polarizability approximations and argue that the…

We study a class of time-inhomogeneous diffusion: the self-interacting one. We show a convergence result with a rate of convergence that does not depend on the diffusion coefficient. Finally, we establish a so-called Kramers' type law for…

Let $\Omega \subset {R}^n,$ $n \geq 3,$ be a bounded open set, $x=(x_1,x_2,\ldots,x_n)$ a generic point which belongs to $\Omega,$ $u \colon \Omega \to {R}^N ,$ $N>1,$ and $ Du=(D_\alpha u^i)$, $D_\alpha = \partial/\partial x_\alpha, $…

Let $M$ be a compact, connected Riemannian manifold whose Riemannian volume measure is denoted by $\sigma$. Let $f: M \rightarrow \mathbb{R}$ be a non-constant eigenfunction of the Laplacian. The random wave conjecture suggests that in…

Systems describing the long-range interaction between individuals have attracted a lot of attention in the last years, in particular in relation with living systems. These systems are quadratic, written under the form of transport equations…

This paper provides a full characterization of the value function and solution(s) of an optimal stopping problem for a one-dimensional diffusion with an integral criterion. The results hold under very weak assumptions, namely, the diffusion…

Low-energy scattering is well described by the effective-range expansion. In quantum mechanics, a tower of contact interactions can generate terms in this expansion after renormalization. Scattering parameters are also encoded in the…

Let $S$ be a semigroup, $Z(S)$ the center of $S$ and $\sigma:S\rightarrow S$ is an involutive automorphism. Our main results is that we describe the solutions of the Kannappan-Wilson functional equation \[\displaystyle \int_{S}…

In the recent [3], Cesbron and Herda study a Vlasov-Fokker-Planck (VFP) equation with non-symmetric interaction, introduced in physics to model the distribution of electrons in a synchrotron particle accelerator. We make four remarks in…

In this note, we connect two seemingly unrelated objects: On the one hand is a two-dimensional drift-diffusion process $X$ with divergence-free and time-independent drift $b$. The drift is given by a stationary Gaussian ensemble, and we…

We describe a general model for the free energy function for a homogeneous medium of mutually interacting molecules, based on the formalism for a biaxial nematic liquid crystal set out by Katriel {\em et al.} (1986) in an influential paper…

Let $L=\Delta-\nabla\phi\cdot \nabla$ be a symmetric diffusion operator with an invariant measure $\mu({\rm} d x)=e^{-\phi(x)}{\mathfrak m}({\rm d} x)$ on a complete non-compact smooth Riemannian manifold $(M,g)$ with its volume element…